some macro's do, depends how they're implemented.
Like you could have a macro that opens a webpage, waits for it to load, moves to a link - total time; 5 seonds. Cannot use computer due to moving mouse.
or do it all via winsocks. total time - 3 seconds (no overheads), can still use computer. Also, you can run 10 threads at a time without it lagging your computer!
Hire an expert C coder, they can do anything ;]